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2012 Mar 02
2
Correlation of huge matrix saved as binary file
Hi, I have a 900,000,000*9,000 matrix where I need to calculate the correlation between all entries along the smaller dimension, thus creating a 9k*9k correlation matrix. This matrix is too big to be uploaded in R, and is saved as a binary file. To access the data in the file I use mmap and some api-functions (to get all values in one row, one column, or one particular value). I'm looking for